(Re-)Reading Sklar (1959)—A Personal View on Sklar’s Theorem
In this short communication, I share some personal thoughts on Sklar’s theorem and copulas after reading the original paper (Sklar, 1959) in French. After providing a literal translation of Sklar’s original statements, I argue that the modern version of ‘Sklar’s theorem’ given in most references has...
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| Format: | Article |
| Idioma: | English |
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MDPI AG
2024-01-01
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| Col·lecció: | Mathematics |
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| Accés en línia: | https://www.mdpi.com/2227-7390/12/3/380 |